3/ Does each signal use only information available at decision time? Look-ahead can skew a backtest. Source: freqtrade.io/en/stable/looka…
4/ Are fees, slippage, fill assumptions, capacity, and out-of-sample checks explicit—or hidden in assumptions?
2/ Can the results be reproduced from a pinned data snapshot, an exact code/version, and documented rules?
1/ Before an investment committee relies on a systematic strategy's backtest, what evidence should it ask for beyond the headline return?
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